The Skorokhod representation
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Publication:1211809
DOI10.1216/RMJ-1974-4-3-579zbMath0292.60129OpenAlexW2085788763MaRDI QIDQ1211809
Publication date: 1974
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1216/rmj-1974-4-3-579
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (4)
A strong approximation of partial sums of i.i.d. Random variables with infinite variance ⋮ An explicit solution to the Skorokhod embedding problem for double exponential increments ⋮ Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals ⋮ Strong invariance for local times
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